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"Deep risk model: a deep learning solution for mining latent risk factors ..."
Hengxu Lin et al. (2021)
- Hengxu Lin, Dong Zhou, Weiqing Liu, Jiang Bian:

Deep risk model: a deep learning solution for mining latent risk factors to improve covariance matrix estimation. ICAIF 2021: 12:1-12:8

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